I am getting my Sansa E250 and other than the head phones that come with the Sony Armband Sports FM/AM player, I dont have any real experience. That headband with the buds that go sideways in your ear do come loose when running or cutting the yard. I have had those ear ones that kinda clip over the ear.

I want to be able to run with these on a treadmill or occassionally outside in the park. Also want to be able to go to bed with them on and listen to the MP3 and occassionally at a ballpark for FM reception during football games or at the beach.

I was wondering first, what style works best for such activity. Does the headband stuff really make it impractical? If so, what about the difference between the in-ear buds and those that clip over the ear like some sonys?

I read a lot of positive buzz about the Sennheiser CX300 at Tiger Direct. $50 is about the cutoff Id like